Anic Equity¶

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Total return since start: 0.61 %¶

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Equity now: -----------------------------> 49187.48 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43270.09 Kr¶

PnL: ---------------------------------------> -1605.49 Kr¶

DD now: ---------------------------------> -7.404 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-22 15:46:15.160962'

Anic Portfolio¶

Today¶

Return: -0.064 %¶

This Week¶

Return: -3.082 %¶

Total portfolio value¶

Return including deposits: 61.027 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 -1.970000 1517.280000 94.280000 6.630000 1423.000014
Hennes & Mauritz B 6 0.670000 923.040000 11.040000 1.210000 912.000000
Nederman Holding 1 0.970000 208.000000 9.000000 4.520000 199.000000
JM 7 2.860000 957.600000 7.600000 0.800000 950.000002
Atrium Ljungberg B 5 -0.280000 901.000000 -3.000000 -0.330000 904.000000
BioGaia B 8 -0.890000 892.800000 -11.200000 -1.240000 904.000000
ASSA ABLOY B 4 -0.730000 981.600000 -11.400000 -1.150000 993.000000
Eastnine 6 -1.830000 643.200000 -13.800000 -2.100000 657.000000
Profoto Holding 7 -1.700000 567.000000 -15.000000 -2.580000 581.999999
Biotage 1 -0.900000 131.800000 -17.200000 -11.540000 149.000000
Creaspac SPAC 40 -0.100000 3812.000000 -22.000000 -0.570000 3834.000000
OX2 12 -0.470000 886.800000 -22.200000 -2.440000 909.000000
INVISIO 15 -0.630000 3547.500000 -24.500000 -0.690000 3571.999995
Bufab 3 -0.850000 1049.400000 -26.600000 -2.470000 1076.000001
Vitrolife 3 -1.550000 648.000000 -29.000000 -4.280000 677.000001
AcadeMedia 20 -1.820000 948.400000 -29.600000 -3.030000 978.000000
Alimak Group 12 -0.730000 975.600000 -31.400000 -3.120000 1007.000004
Investor B 3 -0.360000 626.550000 -31.450000 -4.780000 657.999999
Latour B 4 -0.870000 822.400000 -33.600000 -3.930000 856.000000
EQT 4 1.300000 838.400000 -34.600000 -3.960000 873.000000
Byggmax Group 33 -0.350000 931.260000 -35.740000 -3.700000 966.999990
Sandvik 4 -1.220000 812.000000 -36.000000 -4.250000 848.000000
Vitec Software Group B 2 -0.930000 1066.000000 -38.000000 -3.440000 1104.000000
Sagax A 4 0.000000 848.000000 -38.000000 -4.290000 886.000000
Platzer Fastigheter Holding B 12 0.000000 909.600000 -41.400000 -4.350000 951.000000
Sagax B 4 -1.400000 843.600000 -41.400000 -4.680000 885.000000
Hexatronic Group 15 -1.210000 1028.700000 -42.300000 -3.950000 1071.000000
Gränges 10 -2.210000 996.500000 -42.500000 -4.090000 1039.000000
Catena 2 0.000000 762.800000 -43.200000 -5.360000 806.000000
Hoist Finance 36 -1.470000 966.600000 -44.400000 -4.390000 1010.999988
SKF B 5 -0.950000 935.500000 -44.500000 -4.540000 980.000000
Addnode Group B 7 -1.440000 860.300000 -44.700000 -4.940000 904.999998
HEXPOL B 8 0.090000 888.000000 -69.000000 -7.210000 957.000000
Hexagon B 26 -1.210000 3298.100000 -121.900000 -3.560000 3420.000012
Orrön Energy 170 -2.800000 1920.150000 -125.850000 -6.150000 2045.999980
VEF 788 -0.800000 1754.090000 -148.910000 -7.830000 1903.000300
Sedana Medical 93 0.360000 2570.520000 -413.060000 -13.840000 2983.577733
TOTAL 43270.090000 -1605.490000 -7.4037% 44875.578016

Updated:¶

'2023-06-22 15:46:31.854109'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶